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Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Original price was: ₹4,990.00.Current price is: ₹3,993.00.
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Greeks.
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Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Original price was: ₹4,990.00.Current price is: ₹3,993.00.
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Greeks.
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Mathematical Finance

Price range: ₹7,329.00 through ₹10,248.00
Provides a gentle introduction to the calculus and control for stochastic processes with jumps Covers Lévy and affine processes as well as their applications in financial modelling Compares and explains the rationale behind different valuation and hedging concepts
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Mathematical Finance

Price range: ₹7,329.00 through ₹10,248.00
Provides a gentle introduction to the calculus and control for stochastic processes with jumps Covers Lévy and affine processes as well as their applications in financial modelling Compares and explains the rationale behind different valuation and hedging concepts
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Mathematical Portfolio Theory and Analysis

Original price was: ₹6,033.00.Current price is: ₹4,827.00.
Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory.
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Mathematical Portfolio Theory and Analysis

Original price was: ₹6,033.00.Current price is: ₹4,827.00.
Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory.
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The Risk Management of Contingent Convertible (CoCo) Bonds

Original price was: ₹6,033.00.Current price is: ₹4,827.00.
Provides a primer on CoCo Bonds Gives an overview of pricing models for these hybrid instruments Describes how to risk-manage contingent convertibles using sophisticated cutting edge techniques
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The Risk Management of Contingent Convertible (CoCo) Bonds

Original price was: ₹6,033.00.Current price is: ₹4,827.00.
Provides a primer on CoCo Bonds Gives an overview of pricing models for these hybrid instruments Describes how to risk-manage contingent convertibles using sophisticated cutting edge techniques
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Time Series in Economics and Finance

Price range: ₹8,580.00 through ₹11,916.00
This book presents the principles and methods for the practical analysis and prediction of economic and financial time series.
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Time Series in Economics and Finance

Price range: ₹8,580.00 through ₹11,916.00
This book presents the principles and methods for the practical analysis and prediction of economic and financial time series.
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Time-Inconsistent Control Theory with Finance Applications

Price range: ₹7,329.00 through ₹10,248.00
Offers a systematic treatment of time-inconsistent stochastic control and stopping problems Provides a game-theoretic approach to time inconsistency Treats both discrete and continuous time problems, and includes many applications to finance
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Time-Inconsistent Control Theory with Finance Applications

Price range: ₹7,329.00 through ₹10,248.00
Offers a systematic treatment of time-inconsistent stochastic control and stopping problems Provides a game-theoretic approach to time inconsistency Treats both discrete and continuous time problems, and includes many applications to finance
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